+628.3%
AGNC vs LH
+395.6%
+232.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -4.7% | -4.7% | 0.0% | -3.0% |
| 30D | -5.7% | -3.5% | -2.2% | -4.5% |
| 3M | +1.9% | +17.7% | -15.8% | -4.2% |
| 6M | +1.8% | +15.8% | -14.0% | -3.8% |
| YTD | +3.4% | +25.1% | -21.7% | -5.2% |
| 1Y | +13.6% | +12.5% | +1.1% | +7.9% |
| 3Y | +60.4% | +59.8% | +0.6% | +32.5% |
| 5Y | +27.0% | +27.1% | -0.1% | +12.2% |
| 10Y | +83.1% | +183.2% | -100.1% | +15.7% |
| All | +628.3% | +395.6% | +232.7% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling